fix(paper): create 接入回放(engine.run) + 日线 parquet 文件名 sh/sz 前缀+_daily

2026-07-07 14:47:20 +08:00
parent 88bd001a97
commit eb6aa34b82
2 changed files with 60 additions and 3 deletions
@@ -19,8 +19,9 @@ def read_parquet_daily(symbol: str, start: str, end: str, cfg) -> list[BarData]:
    start_dt = datetime.strptime(start, "%Y-%m-%d")
    end_dt = datetime.strptime(end, "%Y-%m-%d")
    bars: list[BarData] = []
+    prefix = "sh" if guess_exchange(symbol) == Exchange.SSE else "sz"
    for year in range(start_dt.year, end_dt.year + 1):
-        f = daily_dir / str(year) / f"{symbol}.parquet"
+        f = daily_dir / str(year) / f"{prefix}{symbol}_daily.parquet"
        if not f.exists():
            continue
        df = pd.read_parquet(f)